基于基本整数处理的CMA-ES混合整数测试问题集的基准测试

Proceedings of the Companion Conference on Genetic and Evolutionary Computation Pub Date : 2023-07-15 DOI:10.1145/3583133.3596411

Tristan Marty, Y. Semet, A. Auger, Sébastien Héron, N. Hansen

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引用次数: 0

摘要

我们比较了CMA-ES的一种实现(pycma版本3.3.0)在优化具有连续变量和整数变量的函数方面的性能。该实现包含沿整数坐标的方差的下界，以防止优化失速。这个基准将作为pycma进一步工作的基准。结果显示，自上次基准版pycma以来，有了实质性的改善。此外，该实现与其他混合整数算法具有竞争力。

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Benchmarking CMA-ES with Basic Integer Handling on a Mixed-Integer Test Problem Suite

We compare the performances of one implementation of CMA-ES (pycma version 3.3.0) for optimizing functions with both continuous and integer variables. The implementation incorporates a lower bound on the variance along the integer coordinates to keep the optimization from stalling. This benchmark will serve as a baseline for further works on pycma. Results show substantial improvement since the last benchmarked version of pycma. Also this implementation is competitive with other mixed integer algorithms.

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Proceedings of the Companion Conference on Genetic and Evolutionary Computation

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